Screw Modifier with different materials on faces
As far as I know this is currently not possible with the Screw Modifier sadly. The modifier is not material slot aware, it has no Material Offset options like Solidify nor can Material Slots be stored on edges.

One possible workaround is duplicating the object, removing the Screw Modifier and assigning a new material to the new instance. Make sure the material slots are linked to Object (rather than Object Data) in the dropdown to the right.



You can still keep shape in sync between the two because they are duplicates, and you can now adjust section from the two caps too.

Optionally add a Mirror Modifier, or rotate another instanced duplicated to fill the opposite side.